BNP Paribas Call 140 CVX 20.12.2024
/ DE000PN28DB9
BNP Paribas Call 140 CVX 20.12.20.../ DE000PN28DB9 /
| 2024-05-27 7:05:22 PM |
Chg.+0.080 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
+3.79% |
2.190
Bid Size: 13,000 |
2.230
Ask Size: 13,000 |
Chevron Corporation |
140.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN28DB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
1.64 |
| Time value: |
0.51 |
| Break-even: |
150.57 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
5.60 |
| Rho: |
0.56 |
Quote data
| Open: |
2.180 |
| High: |
2.210 |
| Low: |
2.130 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.13% |
| 1 Month |
|
|
-23.69% |
| 3 Months |
|
|
+11.17% |
| YTD |
|
|
+10.61% |
| 1 Year |
|
|
-22.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.410 |
2.080 |
| 1M High / 1M Low: |
2.830 |
2.080 |
| 6M High / 6M Low: |
2.870 |
1.380 |
| High (YTD): |
2024-04-26 |
2.870 |
| Low (YTD): |
2024-01-23 |
1.380 |
| 52W High: |
2023-09-27 |
3.830 |
| 52W Low: |
2024-01-23 |
1.380 |
| Avg. price 1W: |
|
2.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.446 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.21% |
| Volatility 6M: |
|
88.51% |
| Volatility 1Y: |
|
86.42% |
| Volatility 3Y: |
|
- |
